Anic Equity¶
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Total return since start: 0.555 %¶
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Equity now: -----------------------------> 47501.4 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 46107.44 Kr¶
PnL: ---------------------------------------> -781.13 Kr¶
DD now: ---------------------------------> -2.321 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-20 09:04:30.716460'
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| FM Mattsson Mora Group B | 50 | 2.150000 | 3095.000000 | 168.000000 | 5.740000 | 2927.000000 |
| Beijer Electronics Group | 26 | 0.000000 | 3083.600000 | 112.600000 | 3.790000 | 2971.000006 |
| HEBA B | 70 | -0.130000 | 2730.000000 | 94.000000 | 3.570000 | 2636.000010 |
| SAAB B | 8 | 0.140000 | 3431.200000 | 54.200000 | 1.600000 | 3377.000000 |
| Corem Property Group B | 59 | 1.250000 | 618.910000 | 41.910000 | 7.260000 | 576.999999 |
| Norva24 Group | 16 | -0.280000 | 574.400000 | 31.400000 | 5.780000 | 543.000000 |
| Samhällsbyggnadsbo. i Norden B | 20 | 2.140000 | 386.300000 | 31.300000 | 8.820000 | 355.000000 |
| AcadeMedia | 12 | -0.330000 | 577.440000 | 20.440000 | 3.670000 | 557.000004 |
| MedCap | 2 | 0.000000 | 440.000000 | 19.000000 | 4.510000 | 421.000000 |
| Resurs Holding | 22 | 1.150000 | 583.000000 | 9.000000 | 1.570000 | 573.999998 |
| OEM International B | 7 | 0.000000 | 536.200000 | 8.200000 | 1.550000 | 527.999997 |
| Intrum | 4 | -0.260000 | 534.800000 | 7.800000 | 1.480000 | 527.000000 |
| Swedbank A | 3 | 1.520000 | 571.500000 | 7.500000 | 1.330000 | 564.000000 |
| Eastnine | 4 | -2.670000 | 496.000000 | 5.000000 | 1.020000 | 491.000000 |
| HMS Networks | 2 | -1.520000 | 676.000000 | 3.000000 | 0.450000 | 673.000000 |
| Fastighetsbolag. Emilshus Pref | 21 | 0.000000 | 564.900000 | 2.900000 | 0.520000 | 562.000005 |
| Boozt | 12 | 1.920000 | 1656.000000 | 2.000000 | 0.120000 | 1653.999996 |
| Coor Service Management Hold. | 8 | 0.600000 | 533.200000 | 1.200000 | 0.230000 | 532.000000 |
| Essity A | 4 | 0.000000 | 1150.000000 | 1.000000 | 0.090000 | 1149.000000 |
| Nordea Bank Abp | 29 | 0.980000 | 3454.480000 | 0.480000 | 0.010000 | 3453.999992 |
| Samhällsbyggnadsbo. i Norden D | 12 | 1.490000 | 245.760000 | -0.240000 | -0.100000 | 246.000000 |
| Essity B | 2 | 0.280000 | 572.800000 | -1.200000 | -0.210000 | 574.000000 |
| Creaspac SPAC | 6 | 0.000000 | 575.400000 | -1.600000 | -0.280000 | 577.000002 |
| Handelsbanken A | 5 | 0.650000 | 543.750000 | -2.250000 | -0.410000 | 546.000000 |
| Securitas B | 6 | 0.190000 | 564.840000 | -5.160000 | -0.910000 | 570.000000 |
| CTEK | 13 | 0.400000 | 519.480000 | -14.520000 | -2.720000 | 533.999999 |
| Karnov Group | 9 | 0.350000 | 519.300000 | -16.700000 | -3.120000 | 536.000004 |
| Sampo Oyj SDB | 7 | 1.020000 | 3825.500000 | -24.500000 | -0.640000 | 3850.000000 |
| Midsona B | 63 | 1.030000 | 553.770000 | -29.230000 | -5.010000 | 582.999984 |
| Vivesto | 1368 | 2.010000 | 569.910000 | -43.090000 | -7.030000 | 612.999432 |
| International Petroleum Corp. | 5 | 1.110000 | 544.500000 | -50.070000 | -8.420000 | 594.565215 |
| Axfood | 13 | 0.070000 | 3643.900000 | -112.100000 | -2.980000 | 3756.000001 |
| OX2 | 18 | 0.380000 | 1431.900000 | -232.100000 | -13.950000 | 1663.999992 |
| Fasadgruppen Group | 35 | 0.000000 | 3412.500000 | -398.500000 | -10.460000 | 3810.999990 |
| Ovzon | 52 | 0.000000 | 2891.200000 | -470.800000 | -14.000000 | 3361.999992 |
| TOTAL | 46107.440000 | -781.130000 | -2.32057% | 46888.564618 |
Updated:¶
'2023-01-20 09:04:43.045291'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning: Output cache limit (currently 1000 entries) hit. Flushing oldest 200 entries.
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
